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Jiarui Chu
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 1
Top Topics
Risk Measures
Robust Optimization
Nearest Neighbor Classifier
Stochastic Gradient
Top Venues
SIAM J. Financial Math.
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Publications
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Jiarui Chu
,
Ludovic Tangpi
Nonasymptotic Estimation of Risk Measures Using Stochastic Gradient Langevin Dynamics.
SIAM J. Financial Math.
15 (2) (2024)